Wealthfront Risk Parity Fund Class W (WFRPX)
Fund Info
Issuer | Wealthfront |
---|---|
Inception Date | Jan 22, 2018 |
Category | Global Equities |
Min. Investment | $5,000,000 |
Home Page | www.wealthfront.com |
Asset Class | Equity |
Expense Ratio
The Wealthfront Risk Parity Fund Class W has a high expense ratio of 0.25%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Wealthfront Risk Parity Fund Class W, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Wealthfront Risk Parity Fund Class W had a return of 2.13% year-to-date (YTD) and 7.11% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 2.13% | 10.16% |
1 month | 2.64% | 3.47% |
6 months | 12.98% | 22.20% |
1 year | 7.11% | 30.45% |
5 years (annualized) | -0.48% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.25% | 1.14% | ||||||||||
2023 | -4.01% | -5.70% | -3.47% | 8.04% | 5.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Wealthfront Risk Parity Fund Class W | 0.67 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Wealthfront Risk Parity Fund Class W granted a 4.76% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $0.39 | $0.39 | $0.10 | $0.32 | $0.03 | $0.39 | $0.11 |
Dividend yield | 4.76% | 4.86% | 1.31% | 3.02% | 0.29% | 3.63% | 1.33% |
Monthly Dividends
The table displays the monthly dividend distributions for Wealthfront Risk Parity Fund Class W. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.09 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.06 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2019 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.25 |
2018 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Wealthfront Risk Parity Fund Class W. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Wealthfront Risk Parity Fund Class W was 42.76%, occurring on Mar 18, 2020. The portfolio has not yet recovered.
The current Wealthfront Risk Parity Fund Class W drawdown is 20.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.76% | Feb 24, 2020 | 18 | Mar 18, 2020 | — | — | — |
-17.64% | Jan 30, 2018 | 228 | Dec 24, 2018 | 120 | Jun 18, 2019 | 348 |
-4.5% | Jul 5, 2019 | 22 | Aug 5, 2019 | 18 | Aug 29, 2019 | 40 |
-3.04% | Sep 5, 2019 | 7 | Sep 13, 2019 | 28 | Oct 23, 2019 | 35 |
-2.56% | Jun 21, 2019 | 4 | Jun 26, 2019 | 4 | Jul 2, 2019 | 8 |
Volatility
Volatility Chart
The current Wealthfront Risk Parity Fund Class W volatility is 2.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.